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Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL…

Machine Learning · Statistics 2026-03-11 Haochen Zhang , Zhong Zheng , Lingzhou Xue

In this paper, we consider reinforcement learning of nonlinear systems with continuous state and action spaces. We present an episodic learning algorithm, where we for each episode use convex optimization to find a two-layer neural network…

Optimization and Control · Mathematics 2024-06-25 Ather Gattami

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

Machine Learning · Computer Science 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor

We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…

Machine Learning · Computer Science 2022-01-04 Tianhao Wang , Dongruo Zhou , Quanquan Gu

We investigate the non-stationary stochastic linear bandit problem where the reward distribution evolves each round. Existing algorithms characterize the non-stationarity by the total variation budget $B_K$, which is the summation of the…

Machine Learning · Computer Science 2024-03-19 Zhiyong Wang , Jize Xie , Yi Chen , John C. S. Lui , Dongruo Zhou

The success of reinforcement learning (RL) crucially depends on effective function approximation when dealing with complex ground-truth models. Existing sample-efficient RL algorithms primarily employ three approaches to function…

Machine Learning · Computer Science 2024-01-09 Yunfan Li , Lin Yang

We study human-in-the-loop reinforcement learning (RL) with trajectory preferences, where instead of receiving a numeric reward at each step, the agent only receives preferences over trajectory pairs from a human overseer. The goal of the…

Machine Learning · Computer Science 2022-05-25 Xiaoyu Chen , Han Zhong , Zhuoran Yang , Zhaoran Wang , Liwei Wang

This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent…

Machine Learning · Computer Science 2026-02-03 Mingyi Li , Taira Tsuchiya , Kenji Yamanishi

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

Machine Learning · Computer Science 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

This work studies and develop projection-free algorithms for online learning with linear optimization oracles (a.k.a. Frank-Wolfe) for handling the constraint set. More precisely, this work (i) provides an improved (optimized) variant of an…

Optimization and Control · Mathematics 2026-05-20 Julien Weibel , Pierre Gaillard , Wouter M. Koolen , Adrien Taylor

Continual learning has emerged as a pivotal area of research, primarily due to its advantageous characteristic that allows models to persistently acquire and retain information. However, catastrophic forgetting can severely impair model…

Machine Learning · Computer Science 2026-01-28 KaiHui Huang , RunQing Wu , JinHui Sheng , HanYi Zhang , Ling Ge , JinYu Guo , Fei Ye

Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades, particularly under tabular and linear Markov Decision…

Machine Learning · Computer Science 2024-06-24 Sattar Vakili

In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However,…

Machine Learning · Computer Science 2023-02-10 Ming Shi , Yingbin Liang , Ness Shroff

We investigate the problem of unconstrained combinatorial multi-armed bandits with full-bandit feedback and stochastic rewards for submodular maximization. Previous works investigate the same problem assuming a submodular and monotone…

Machine Learning · Computer Science 2023-02-03 Fares Fourati , Vaneet Aggarwal , Christopher John Quinn , Mohamed-Slim Alouini

We consider the problem of Imitation Learning (IL) by actively querying noisy expert for feedback. While imitation learning has been empirically successful, much of prior work assumes access to noiseless expert feedback which is not…

Machine Learning · Computer Science 2023-07-12 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

Reinforcement Learning (RL) has achieved tremendous success in recent years. However, the classical foundations of RL do not account for the risk sensitivity of the objective function, which is critical in various fields, including…

Machine Learning · Computer Science 2025-11-14 Mohammad Alipour-Vaezi , Huaiyang Zhong , Kwok-Leung Tsui , Sajad Khodadadian

We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Crucially, we provide a general analysis that is applicable to a…

Optimization and Control · Mathematics 2025-08-22 Fabian Jakob , Andrea Iannelli

This paper presents two algorithms, AdaOFUL and VARA, for online sequential decision-making in the presence of heavy-tailed rewards with only finite variances. For linear stochastic bandits, we address the issue of heavy-tailed rewards by…

Machine Learning · Computer Science 2023-03-15 Xiang Li , Qiang Sun

Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…

Machine Learning · Computer Science 2022-02-17 Jihao Long , Jiequn Han , Weinan E